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Random walks in cones: The case of nonzero drift

✍ Scribed by Duraj, Jetlir


Book ID
122290898
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
236 KB
Volume
124
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES


Submultiplicative moments of the supremu
✍ M.S. Sgibnev πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 366 KB

Let {Sn } be the sequence of partial sums of independent identically distributed random variables with negative mean. Necessary and sumcient conditions are obtained for Efp(M~ ) to be finite, where ~(x) is a non-decreasing submultiplicative function, i.e. ~p(x + y)<~cp(x)c~(y), and MoΒ’ = sup{0, Si,